Use my Socksipy branch with the urllib2 helper library here: https://github.com/Anorov/PySocks
Example code, for your case:
import socks, urllib2
from sockshandler import SocksiPyHandler
proxy_opener = urllib2.build_opener(SocksiPyHandler(socks.PROXY_TYPE_SOCKS5, "IP", 9050))
print proxy_opener.open("http://whatismyip.org/").read()
You can set different openers to use different proxies, or in your case, you can simply use a default urllib2 handler or urllib2.urlopen and it won't connect through the proxy.